-7.4%
BITO vs RACE
+90.1%
-97.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.5% | -1.6% |
| 7D | +2.9% | -2.5% | +5.4% | +4.2% |
| 30D | +22.6% | +0.8% | +21.8% | +22.2% |
| 3M | +24.7% | +17.2% | +7.5% | +15.4% |
| 6M | +7.5% | +13.6% | -6.1% | +0.3% |
| YTD | -10.8% | +12.2% | -23.0% | -17.2% |
| 1Y | -29.9% | -16.3% | -13.6% | -24.5% |
| 3Y | +158.9% | +36.4% | +122.5% | +86.3% |
| All | -7.4% | +90.1% | -97.5% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RACE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling